Spectral density estimation of stochastic vector processes

Probabilistic Engineering Mechanics

Volumn 17, Issue 3, 2002, Pages 265-272

  Yuen, Ka Veng ^a   Katafygiotis, Lambros S ^b   Beck, James L ^a  

^a California Institute of Technology   (United States)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Aliasing; FFT; Spectral density estimator; Stationary process; Stochastic vector process

Indexed keywords

ASYMPTOTIC STABILITY; FAST FOURIER TRANSFORMS; FREQUENCY DOMAIN ANALYSIS; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS;

SPECTRAL DENSITY ESTIMATORS;

RANDOM PROCESSES;

EID: 0036640255     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0266-8920(02)00011-5     Document Type: Article

References (9)

1. Updating models and their uncertainties. I. Bayesian statistical framework
2. Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction)
3. Some recent developments on complex multivariate distributions